PortfoliosLab logoPortfoliosLab logo
MKVIX vs. MIGFX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

MKVIX vs. MIGFX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in MFS International Large Cap Value Fund (MKVIX) and MFS Massachusetts Investors Growth Stock Fund (MIGFX). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

MKVIX vs. MIGFX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
MKVIX
MFS International Large Cap Value Fund
-1.07%40.03%6.63%16.13%-8.82%14.82%20.04%
MIGFX
MFS Massachusetts Investors Growth Stock Fund
-11.94%9.97%27.25%24.13%-19.20%26.06%23.55%

Returns By Period

In the year-to-date period, MKVIX achieves a -1.07% return, which is significantly higher than MIGFX's -11.94% return.


MKVIX

1D
0.42%
1M
-9.53%
YTD
-1.07%
6M
5.53%
1Y
26.10%
3Y*
16.84%
5Y*
11.16%
10Y*

MIGFX

1D
-0.22%
1M
-9.05%
YTD
-11.94%
6M
-10.77%
1Y
2.07%
3Y*
12.38%
5Y*
8.52%
10Y*
13.37%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


MKVIX vs. MIGFX - Expense Ratio Comparison

MKVIX has a 0.71% expense ratio, which is higher than MIGFX's 0.70% expense ratio.


Return for Risk

MKVIX vs. MIGFX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

MKVIX
MKVIX Risk / Return Rank: 8484
Overall Rank
MKVIX Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
MKVIX Sortino Ratio Rank: 8383
Sortino Ratio Rank
MKVIX Omega Ratio Rank: 8282
Omega Ratio Rank
MKVIX Calmar Ratio Rank: 8484
Calmar Ratio Rank
MKVIX Martin Ratio Rank: 8484
Martin Ratio Rank

MIGFX
MIGFX Risk / Return Rank: 88
Overall Rank
MIGFX Sharpe Ratio Rank: 88
Sharpe Ratio Rank
MIGFX Sortino Ratio Rank: 88
Sortino Ratio Rank
MIGFX Omega Ratio Rank: 88
Omega Ratio Rank
MIGFX Calmar Ratio Rank: 77
Calmar Ratio Rank
MIGFX Martin Ratio Rank: 77
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

MKVIX vs. MIGFX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for MFS International Large Cap Value Fund (MKVIX) and MFS Massachusetts Investors Growth Stock Fund (MIGFX). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


MKVIXMIGFXDifference

Sharpe ratio

Return per unit of total volatility

1.68

0.14

+1.53

Sortino ratio

Return per unit of downside risk

2.15

0.33

+1.82

Omega ratio

Gain probability vs. loss probability

1.33

1.05

+0.29

Calmar ratio

Return relative to maximum drawdown

2.08

0.04

+2.04

Martin ratio

Return relative to average drawdown

8.62

0.14

+8.48

MKVIX vs. MIGFX - Sharpe Ratio Comparison

The current MKVIX Sharpe Ratio is 1.68, which is higher than the MIGFX Sharpe Ratio of 0.14. The chart below compares the historical Sharpe Ratios of MKVIX and MIGFX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


MKVIXMIGFXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.68

0.14

+1.53

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.73

0.49

+0.24

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.74

Sharpe Ratio (All Time)

Calculated using the full available price history

0.93

0.38

+0.55

Correlation

The correlation between MKVIX and MIGFX is 0.68, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

MKVIX vs. MIGFX - Dividend Comparison

MKVIX's dividend yield for the trailing twelve months is around 8.51%, less than MIGFX's 12.93% yield.


TTM20252024202320222021202020192018201720162015
MKVIX
MFS International Large Cap Value Fund
8.51%8.42%7.25%4.19%2.72%3.90%0.49%0.00%0.00%0.00%0.00%0.00%
MIGFX
MFS Massachusetts Investors Growth Stock Fund
12.93%11.39%17.15%4.11%4.49%10.47%7.43%7.39%10.76%6.87%5.12%6.51%

Drawdowns

MKVIX vs. MIGFX - Drawdown Comparison

The maximum MKVIX drawdown since its inception was -26.63%, smaller than the maximum MIGFX drawdown of -61.83%. Use the drawdown chart below to compare losses from any high point for MKVIX and MIGFX.


Loading graphics...

Drawdown Indicators


MKVIXMIGFXDifference

Max Drawdown

Largest peak-to-trough decline

-26.63%

-61.83%

+35.20%

Max Drawdown (1Y)

Largest decline over 1 year

-10.76%

-13.77%

+3.01%

Max Drawdown (5Y)

Largest decline over 5 years

-26.63%

-26.67%

+0.04%

Max Drawdown (10Y)

Largest decline over 10 years

-32.42%

Current Drawdown

Current decline from peak

-9.53%

-13.77%

+4.24%

Average Drawdown

Average peak-to-trough decline

-4.35%

-19.00%

+14.65%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.76%

3.77%

-1.01%

Volatility

MKVIX vs. MIGFX - Volatility Comparison

MFS International Large Cap Value Fund (MKVIX) has a higher volatility of 5.61% compared to MFS Massachusetts Investors Growth Stock Fund (MIGFX) at 4.36%. This indicates that MKVIX's price experiences larger fluctuations and is considered to be riskier than MIGFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


MKVIXMIGFXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.61%

4.36%

+1.25%

Volatility (6M)

Calculated over the trailing 6-month period

9.29%

9.37%

-0.08%

Volatility (1Y)

Calculated over the trailing 1-year period

14.87%

17.64%

-2.77%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.30%

17.45%

-2.15%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.41%

18.16%

-2.75%